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FCIRX vs. PTSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCIRX vs. PTSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fiera Capital International Equity Fund (FCIRX) and PIMCO RAE PLUS International Fund (PTSIX). The values are adjusted to include any dividend payments, if applicable.

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FCIRX vs. PTSIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FCIRX
Fiera Capital International Equity Fund
-9.70%11.12%4.39%19.73%-19.83%16.21%19.19%30.71%-8.02%
PTSIX
PIMCO RAE PLUS International Fund
7.77%35.74%2.54%18.35%-11.35%-56.03%0.48%18.29%-10.49%

Returns By Period

In the year-to-date period, FCIRX achieves a -9.70% return, which is significantly lower than PTSIX's 7.77% return.


FCIRX

1D
0.00%
1M
-13.58%
YTD
-9.70%
6M
-6.80%
1Y
-0.03%
3Y*
4.12%
5Y*
3.32%
10Y*

PTSIX

1D
0.52%
1M
-7.19%
YTD
7.77%
6M
16.86%
1Y
36.40%
3Y*
18.32%
5Y*
-8.79%
10Y*
0.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCIRX vs. PTSIX - Expense Ratio Comparison

FCIRX has a 1.25% expense ratio, which is higher than PTSIX's 0.82% expense ratio.


Return for Risk

FCIRX vs. PTSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCIRX
FCIRX Risk / Return Rank: 55
Overall Rank
FCIRX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FCIRX Sortino Ratio Rank: 55
Sortino Ratio Rank
FCIRX Omega Ratio Rank: 55
Omega Ratio Rank
FCIRX Calmar Ratio Rank: 55
Calmar Ratio Rank
FCIRX Martin Ratio Rank: 44
Martin Ratio Rank

PTSIX
PTSIX Risk / Return Rank: 9292
Overall Rank
PTSIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PTSIX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PTSIX Omega Ratio Rank: 9292
Omega Ratio Rank
PTSIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PTSIX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FCIRX vs. PTSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fiera Capital International Equity Fund (FCIRX) and PIMCO RAE PLUS International Fund (PTSIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FCIRXPTSIXDifference

Sharpe ratio

Return per unit of total volatility

-0.05

2.25

-2.30

Sortino ratio

Return per unit of downside risk

0.04

2.77

-2.73

Omega ratio

Gain probability vs. loss probability

1.00

1.44

-0.43

Calmar ratio

Return relative to maximum drawdown

-0.12

2.53

-2.65

Martin ratio

Return relative to average drawdown

-0.42

11.73

-12.16

FCIRX vs. PTSIX - Sharpe Ratio Comparison

The current FCIRX Sharpe Ratio is -0.05, which is lower than the PTSIX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FCIRX and PTSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCIRXPTSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

2.25

-2.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

-0.29

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.10

+0.30

Correlation

The correlation between FCIRX and PTSIX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FCIRX vs. PTSIX - Dividend Comparison

FCIRX's dividend yield for the trailing twelve months is around 0.98%, less than PTSIX's 4.33% yield.


TTM20252024202320222021202020192018201720162015
FCIRX
Fiera Capital International Equity Fund
0.98%0.88%0.42%0.40%0.73%0.34%1.82%0.91%1.11%0.00%0.00%0.00%
PTSIX
PIMCO RAE PLUS International Fund
4.33%3.62%7.01%3.18%67.07%64.36%7.45%3.49%29.39%7.86%0.84%3.54%

Drawdowns

FCIRX vs. PTSIX - Drawdown Comparison

The maximum FCIRX drawdown since its inception was -32.05%, smaller than the maximum PTSIX drawdown of -72.38%. Use the drawdown chart below to compare losses from any high point for FCIRX and PTSIX.


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Drawdown Indicators


FCIRXPTSIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.05%

-72.38%

+40.33%

Max Drawdown (1Y)

Largest decline over 1 year

-13.58%

-11.66%

-1.92%

Max Drawdown (5Y)

Largest decline over 5 years

-32.05%

-72.38%

+40.33%

Max Drawdown (10Y)

Largest decline over 10 years

-72.38%

Current Drawdown

Current decline from peak

-13.58%

-42.10%

+28.52%

Average Drawdown

Average peak-to-trough decline

-6.94%

-25.01%

+18.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

2.77%

+1.01%

Volatility

FCIRX vs. PTSIX - Volatility Comparison

Fiera Capital International Equity Fund (FCIRX) and PIMCO RAE PLUS International Fund (PTSIX) have volatilities of 5.42% and 5.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCIRXPTSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

5.66%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.36%

9.03%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

15.17%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

30.91%

-14.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

25.08%

-7.56%